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\contentsline {section}{\numberline {1}Introduction}{1}{}%
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\contentsline {subsection}{\numberline {1.1}Problem Background}{1}{}%
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\contentsline {subsection}{\numberline {1.2}Problem restatement}{1}{}%
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\contentsline {subsection}{\numberline {1.3}Literature Review}{1}{}%
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\contentsline {subsection}{\numberline {1.4}Our Work}{2}{}%
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\contentsline {section}{\numberline {2}Assumptions and Justifications}{3}{}%
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\contentsline {section}{\numberline {3}Notations}{4}{}%
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\contentsline {section}{\numberline {4}Model I:Arima-svm Prediction Model}{4}{}%
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\contentsline {subsection}{\numberline {4.1}Time Series Analysis}{4}{}%
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\contentsline {subsection}{\numberline {4.2}Wavelet Transform}{6}{}%
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\contentsline {subsection}{\numberline {4.3}SVM Prediction}{6}{}%
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\contentsline {subsection}{\numberline {4.4}Resualt}{7}{}%
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\contentsline {subsection}{\numberline {5.1}CVaR model description}{7}{}%
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\contentsline {subsection}{\numberline {5.2}Establishment of CVaR dynamic programming model}{8}{}%
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\contentsline {subsection}{\numberline {5.3}Weight coefficient strategy}{10}{}%
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\contentsline {section}{\numberline {6}Conclusion}{11}{}%
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\contentsline {section}{\numberline {7}Sensitivity Evaluation of Model}{12}{}%
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\contentsline {section}{\numberline {8}Strengths and weaknesses}{13}{}%
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\contentsline {subsection}{\numberline {8.1}Strengths}{13}{}%
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\contentsline {subsection}{\numberline {8.2}weakness}{13}{}%
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\contentsline {section}{\numberline {9}Memo}{14}{}%
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\contentsline {section}{\numberline {10}Appendices}{16}{}%
